Hello experts!

Appreciate your kind help & advice on the following question.

Company ABC has a 6% coupon semi-annual bond with 3 more years to maturity.
The market price is at $108.
Has a $12 strike European Call option on its stock, is trading at $2.40 when the underlying is at $13.60. This option will expire in 6 months time. The risk-free rate is 4%.

a) With the given call option and the SOLVER in Excel, estimate the implied volatility of Company ABC. (Note: Company ABC is a non-dividend paying stock)

b) With Excel spreadsheet setup in part (a) determine the premium of the corresponding put option.

c) Henceforth, verify the Put-Call Parity idenity.

d) What is the Delta of this put option?

e) With the Excel spreadsheet setup in part (b) re-determine the put option premium when the underlying is $13.55

(f) Verify your results from part (b) and (e) with that of part (d).